<div dir="ltr"><div style="font-family:arial,sans-serif;font-size:13px">Hi John,</div><span style="font-family:arial,sans-serif;font-size:13px">thanks for the fast reply.</span><div style="font-family:arial,sans-serif;font-size:13px">
<br></div><div style="font-family:arial,sans-serif;font-size:13px">Attached you can find a zip containing a piece of code that reproduce the problem.</div><div style="font-family:arial,sans-serif;font-size:13px">Basically int the main function I load the problem from model.lp file then apply the strategy described in the previous mail.</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br></div><div style="font-family:arial,sans-serif;font-size:13px">The main assumptions for this strategy are:</div><div style="font-family:arial,sans-serif;font-size:13px">
<br></div><div style="font-family:arial,sans-serif;font-size:13px">- I know a set of variables (variables2workon array in the code) that I can set to 1 to get a feasible (even if not really good) solution.</div><div style="font-family:arial,sans-serif;font-size:13px">
- Then, iteratively I try to set one of those variable to zero and resolve the forced problem until I don't get any further improvement.</div><div style="font-family:arial,sans-serif;font-size:13px">- Since those variables are in the objective function with a quite important cost, if we reduce the number of ones in this set, we arrive really close to the optimum.</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br></div><div style="font-family:arial,sans-serif;font-size:13px"><br></div><div style="font-family:arial,sans-serif;font-size:13px">If we solve it fully (i.e not iteratively, by setting fullsolve=true in the code) we get an obj=381.86216, while with the iterative approach we get obj=383.118855<br>
</div><div style="font-family:arial,sans-serif;font-size:13px"><br></div><div style="font-family:arial,sans-serif;font-size:13px">I hope I have been clear enough, anyway the code is commented and should be pretty self-explanatory.</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br></div><div style="font-family:arial,sans-serif;font-size:13px">The version of CBC is the release 2.8.9.</div><div style="font-family:arial,sans-serif;font-size:13px">
<br></div><div style="font-family:arial,sans-serif;font-size:13px">Thanks,</div><div style="font-family:arial,sans-serif;font-size:13px"><br></div><div style="font-family:arial,sans-serif;font-size:13px">Marco</div></div>
<div class="gmail_extra"><br><br><div class="gmail_quote">2014-02-26 12:10 GMT+01:00 mg <span dir="ltr"><<a href="mailto:giunto.cardanico@gmail.com" target="_blank">giunto.cardanico@gmail.com</a>></span>:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr"><div>Hi John,</div>thanks for the fast reply.<div><br></div><div>Attached you can find a small piece of code that reproduce the problem.</div><div>Basically int the main function I load the problem from model.lp file then apply the strategy described in the previous mail.</div>
<div><br></div><div>The main assumptions for this strategy are:</div><div><br></div><div>- I know a set of variables (variables2workon array in the code) that I can set to 1 to get a feasible (even if not really good) solution.</div>
<div>- Then, iteratively I try to set one of those variable to zero and resolve the forced problem until I don't get any further improvement.</div><div>- Since those variables are in the objective function with a quite important cost, if we reduce the number of ones in this set, we arrive really close to the optimum.</div>
<div><br></div><div><br></div><div>If we solve it fully (i.e not iteratively, by setting fullsolve=true in the code) we get an obj=381.86216, while with the iterative approach we get obj=383.118855<br></div><div><br></div>
<div>I hope I have been clear enough, anyway the code is commented and should be pretty self-explanatory.</div><div><br></div><div>Thanks,</div><div><br></div><div>Marco<br></div><div><br></div><div><br></div><div><br></div>
<div><br></div><div>Anyway, the code should be commented enough.</div><div><br></div><div><br></div><div><br></div><div><br></div><div><br></div></div><div class="gmail_extra"><br><br><div class="gmail_quote">2014-02-25 16:51 GMT+01:00 John Forrest <span dir="ltr"><<a href="mailto:john.forrest@fastercoin.com" target="_blank">john.forrest@fastercoin.com</a>></span>:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div><div class="h5">
<div text="#000000" bgcolor="#FFFFFF">
<div>Marco,<div><br>
<br>
On 25/02/14 14:22, mg wrote:<br>
</div></div><div>
<blockquote type="cite">
<div dir="ltr"><br>
<div><br>
</div>
<div>I suspect that restoring only the column bounds between
each intermediate solve is not enough to guarantee that the
problem remains equal to the original... </div>
<div>should I also remove the cuts added during the intermediate
steps ? <br>
</div>
</div>
</blockquote>
<br></div>
Any cuts generated will be invalid - but they may be removed anyway.<br>
<blockquote type="cite">
<div dir="ltr">
<div>Something else ?</div>
</div>
</blockquote>
Very likely.<br>
<br>
I can try and code something to reproduce problem - if you have some
code you can send me then I would be more likely to get around to
checking things out.<br>
<br>
<blockquote type="cite">
<div dir="ltr">Thanks in advance,
<div>Marco</div>
<div><br><span><font color="#888888">
</font></span></div><span><font color="#888888">
</font></span></div><span><font color="#888888">
</font></span></blockquote><span><font color="#888888">
John Forrest<br>
<br>
</font></span></div>
<br></div></div>_______________________________________________<br>
Cbc mailing list<br>
<a href="mailto:Cbc@list.coin-or.org" target="_blank">Cbc@list.coin-or.org</a><br>
<a href="http://list.coin-or.org/mailman/listinfo/cbc" target="_blank">http://list.coin-or.org/mailman/listinfo/cbc</a><br>
<br></blockquote></div><br></div>
</blockquote></div><br></div>